01/14/2015 16:34:00 OrderID: 60600 Symbol: VXX Status: Invalid Message: Order Error: id: 60600, Insufficient buying power to complete order (Value:1315776), Reason...
1/14/2015 11:34:00 AM: Market: Time: 01/14/2015 16:34:00 OrderID: 60601 Symbol: EEM Status: Invalid Message: Order Error: id: 60601, Insufficient buying power to complete order (Value:1182980.3367), R...
1/14/2015 11:34:00 AM: Market: Time: 01/14/2015 16:34:00 OrderID: 60602 Symbol: AAPL Status: Invalid Message: Order Error: id: 60602, Insufficient buying power to complete order (Value:1181552.9269), ...
1/14/2015 11:34:00 AM: Market: Time: 01/14/2015 16:34:00 OrderID: 60603 Symbol: EFA Status: Invalid Message: Order Error: id: 60603, Insufficient buying power to complete order (Value:1155446.4232), R...
1/14/2015 11:34:00 AM: Market: Time: 01/14/2015 16:34:00 OrderID: 60604 Symbol: GOOGL Status: Invalid Message: Order Error: id: 60604, Insufficient buying power to complete order (Value:1126248.76), R...
I've seen some bug fixes and issues open on github about this, but still keep getting flooded with these messages when using the AlphaStreamsBrokerageModel. The messages appear to have something to do with the way the model calculates margin. I can't tell if my algo is causing these, due to my insights and indicators, or if it's a bug.
Are others seeing these messages when backtesting?
Tim Bohmann
What I notice more than anything is the order errors are occuring after hours in backtesting time. (18:30, 17:07, 17:51, etc.)
I really just want to use orders during the trading day (preferably right after market open).
Jared Broad
We're getting a fix for this pushed Tim - it happens when your equity curve falls and there is not enough cash buffer to support additional trading.
https://github.com/QuantConnect/Lean/pull/3768The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Tim Bohmann
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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